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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/30095

    Title: 中國大陸宏觀調控貨幣政策效果之研究 : 以2003年7月至2008年6月為例
    Other Titles: A research of monetary policy effects on the macro : economic control in China from July 2003 to June 2008
    Authors: 江佳珊;Chiang, Chia-shan
    Contributors: 淡江大學中國大陸研究所碩士班
    吳漢;Wu, Han
    Keywords: 宏觀調控;貨幣政策;SVAR;Economic Control;Monetary policy;SVAR
    Date: 2009
    Issue Date: 2010-01-10 23:21:58 (UTC+8)
    Abstract: 本文研究目的主要在探討中國大陸第五次採取緊縮性貨幣政策調控宏觀經濟對經濟產出及物價水準之動態關係,其中國內生產毛額(GDP)及居民消費價格指數(CPI)資料來源分別取自國際金融統計資料庫,而貨幣供給量(m)則為中國人民銀行所公布之數據。
    研究內容可分為二部分:第一部分利用結構化向量自我迴歸(Structural Vector Autoregression;SVAR)模型測試貨幣供給量對經濟產出與物價水準間之動態關係。第二部分藉由衝擊反應函數及預測誤差變異數分解,來檢視貨幣政策、經濟產出及價格水準等變數之相互影響程度及在短期下資訊傳遞的過程和速度。實證結果概要說明如下:
    The primary purpose of this thesis is to discuss the dynamic relationships between economic outputs and prices caused by the fifth tight monetary policy adopted by China under macro economic control. Structural Vector Autoregression (SVAR) model is first estimated, from which generates impulse response function and forecast error variance decomposition to captures the dynamic characteristics of economic outputs and prices. The empirical results indicate that while the Authority of China undertook tight monetary policy, effects on economic outputs and prices lagged for one period and two periods separately. Moreover the effectiveness of policy was not satisfied. In impulse response function, the impact on economic outputs turned positive after third period when money supply produced one unit functional impulse. Such influence subsequently declined and fluctuated and gradually converged to steady state. On the other hand, the impact on prices caused by money supply remained positive. However the result was not significant. As has been noted, the effectiveness of tight monetary policy adopted by Authority of China is relatively limited.
    Appears in Collections:[中國大陸研究所] 學位論文

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